+2,029.3%
CLS vs VSH
+124.9%
+1,904.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.6% | +9.2% | +7.3% |
| 7D | +23.5% | +26.2% | -2.7% | +7.4% |
| 30D | -28.9% | -12.5% | -16.4% | -23.1% |
| 3M | -25.2% | -16.9% | -8.3% | -17.1% |
| 6M | -32.1% | -17.0% | -15.1% | -29.1% |
| YTD | -14.1% | +93.8% | -107.9% | -46.8% |
| 1Y | -24.1% | +99.3% | -123.4% | -53.6% |
| 3Y | +897.0% | +35.0% | +862.0% | +628.1% |
| 5Y | +2,089.9% | +45.8% | +2,044.1% | +1,388.5% |
| All | +2,029.3% | +124.9% | +1,904.5% | +1,025.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling